UBS Call 160 CVX 17.01.2025
/ CH1304646164
UBS Call 160 CVX 17.01.2025/ CH1304646164 /
02/08/2024 21:56:34 |
Chg.-0.160 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
-25.81% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
160.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
UL9FJ4 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
08/11/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.18 |
Parity: |
-0.68 |
Time value: |
0.64 |
Break-even: |
154.73 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
3.23% |
Delta: |
0.45 |
Theta: |
-0.03 |
Omega: |
9.87 |
Rho: |
0.26 |
Quote data
Open: |
0.620 |
High: |
0.660 |
Low: |
0.420 |
Previous Close: |
0.620 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-43.90% |
1 Month |
|
|
-41.77% |
3 Months |
|
|
-61.67% |
YTD |
|
|
-54.46% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.620 |
1M High / 1M Low: |
1.060 |
0.610 |
6M High / 6M Low: |
1.570 |
0.610 |
High (YTD): |
29/04/2024 |
1.570 |
Low (YTD): |
09/07/2024 |
0.610 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.820 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.780 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.009 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
233.06% |
Volatility 6M: |
|
152.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |